LINEAR-REGRESSION WITH CENSORING

[摘要] Koul, Susarla and Van Ryzin (1981, Ann. Statist. 9, 1276-1288) proposed a generalization of the ordinary least squares estimator in linear models with censored data. This paper uses counting processes and martingale techniques to provide a proof of the asymptotic normality of the estimator. A detailed analysis of the asymptotic variance is presented. (C) 1994 Academic Press, Inc.

[发布日期] 1994-05-01

[关键词] CENSORED DATA;REGRESSION;MARTINGALE;ASYMPTOTIC DISTRIBUTION